An implementation of Bouchouev's method for a short time calibration of option pricing models

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Craddock, Mark en_US
dc.contributor.author El-Hassan, Nadima en_US
dc.date.accessioned 2009-12-21T02:36:38Z
dc.date.available 2009-12-21T02:36:38Z
dc.date.issued 2003 en_US
dc.identifier 2003000758 en_US
dc.identifier.citation Chiarella Carl, Craddock Mark, and El-Hassan Nadima 2003, 'An implementation of Bouchouev's method for a short time calibration of option pricing models', Kluwer Academic Publisher, vol. 22, no. 2-3, pp. 113-138. en_US
dc.identifier.issn 0927-7099 en_US
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/5091
dc.publisher Kluwer Academic Publisher en_US
dc.relation.isbasedon http://dx.doi.org/10.1023/A:1026177612385 en_US
dc.title An implementation of Bouchouev's method for a short time calibration of option pricing models en_US
dc.parent Computational Economics en_US
dc.journal.volume 22 en_US
dc.journal.number 2-3 en_US
dc.publocation Dordrecht en_US
dc.identifier.startpage 113 en_US
dc.identifier.endpage 138 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140300 en_US
dc.personcode 716350 en_US
dc.personcode 980626 en_US
dc.personcode 970661 en_US
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.staffid 970661 en_US


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